+114.1%
DASH vs CDNS
+31.0%
+83.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.2% | -4.5% | -1.3% |
| 7D | -4.8% | +2.1% | -6.9% | -5.5% |
| 30D | -7.9% | -4.6% | -3.3% | -6.4% |
| 3M | -16.3% | -0.8% | -15.5% | -16.7% |
| 6M | +10.4% | -7.2% | +17.6% | +11.9% |
| YTD | -20.1% | +7.7% | -27.8% | -24.7% |
| 1Y | -11.4% | +3.5% | -15.0% | -15.3% |
| 3Y | +114.1% | +31.2% | +82.9% | +77.9% |
| All | +114.1% | +31.0% | +83.1% | +77.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CDNS.
Daily Out/Under-Performance
Portfolio return minus CDNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDNS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CDNS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling